NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 30-Mar-2021
Day Change Summary
Previous Current
29-Mar-2021 30-Mar-2021 Change Change % Previous Week
Open 60.94 61.92 0.98 1.6% 61.48
High 61.74 62.22 0.48 0.8% 61.91
Low 59.42 59.95 0.53 0.9% 57.29
Close 61.53 60.56 -0.97 -1.6% 60.96
Range 2.32 2.27 -0.05 -2.2% 4.62
ATR 2.59 2.57 -0.02 -0.9% 0.00
Volume 142,055 134,605 -7,450 -5.2% 1,019,071
Daily Pivots for day following 30-Mar-2021
Classic Woodie Camarilla DeMark
R4 67.72 66.41 61.81
R3 65.45 64.14 61.18
R2 63.18 63.18 60.98
R1 61.87 61.87 60.77 61.39
PP 60.91 60.91 60.91 60.67
S1 59.60 59.60 60.35 59.12
S2 58.64 58.64 60.14
S3 56.37 57.33 59.94
S4 54.10 55.06 59.31
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 73.91 72.06 63.50
R3 69.29 67.44 62.23
R2 64.67 64.67 61.81
R1 62.82 62.82 61.38 61.44
PP 60.05 60.05 60.05 59.36
S1 58.20 58.20 60.54 56.82
S2 55.43 55.43 60.11
S3 50.81 53.58 59.69
S4 46.19 48.96 58.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.22 57.33 4.89 8.1% 2.99 4.9% 66% True False 169,959
10 65.21 57.29 7.92 13.1% 3.14 5.2% 41% False False 201,687
20 67.29 57.29 10.00 16.5% 2.71 4.5% 33% False False 174,033
40 67.29 52.78 14.51 24.0% 2.19 3.6% 54% False False 149,615
60 67.29 47.50 19.79 32.7% 1.92 3.2% 66% False False 126,331
80 67.29 45.06 22.23 36.7% 1.73 2.9% 70% False False 106,688
100 67.29 39.23 28.06 46.3% 1.67 2.8% 76% False False 97,079
120 67.29 36.26 31.03 51.2% 1.61 2.7% 78% False False 86,759
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.34
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 71.87
2.618 68.16
1.618 65.89
1.000 64.49
0.618 63.62
HIGH 62.22
0.618 61.35
0.500 61.09
0.382 60.82
LOW 59.95
0.618 58.55
1.000 57.68
1.618 56.28
2.618 54.01
4.250 50.30
Fisher Pivots for day following 30-Mar-2021
Pivot 1 day 3 day
R1 61.09 60.47
PP 60.91 60.37
S1 60.74 60.28

These figures are updated between 7pm and 10pm EST after a trading day.

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